The article presents a new method for pricing financial options using a mathematical approach called the Wiener-Ito chaos expansion. This method can be used for different types of option pricing models and is particularly useful for calibration purposes because it is not computationally expensive. The researchers tested their method with numerical examples and found that it provides accurate results even for long-term and high volatility scenarios. They also applied their method to the JPY/USD currency option market and achieved very precise results.